+1,934.0%
VRT vs BR
+98.1%
+1,835.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.5% | -4.1% | -3.8% |
| 7D | +10.5% | +1.1% | +9.4% | +10.1% |
| 30D | -9.3% | +14.4% | -23.7% | -14.0% |
| 3M | -29.6% | +12.4% | -42.0% | -33.2% |
| 6M | -45.4% | +35.4% | -80.8% | -52.6% |
| YTD | +24.8% | -12.2% | +37.0% | +30.1% |
| 1Y | +23.6% | -12.7% | +36.4% | +29.2% |
| 3Y | +379.7% | +14.3% | +365.4% | +321.4% |
| 5Y | +660.3% | +19.3% | +641.1% | +536.9% |
| All | +1,934.0% | +98.1% | +1,835.8% | +1,280.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling